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Defiance Daily Target 2X Long ONDS ETF ONDL

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Market dataready · fetched 2026-10-22T23:51:06.018Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:32:45.834511864Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:51:05.173289+00:00

Share price$3.28
1D-2.9%
AH$3.18$3.33$3.48$3.62$3.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONDL
Sold putSold callAH

Defiance Daily Target 2X Long ONDS ETF options

Live interpolated ONDL call and put midpoint premiums by absolute delta.Defiance Daily Target 2X Long ONDS ETF$0.33$0.71$1.09$1.47$1.85$0.79$2.27$3.76$5.24$6.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONDL spot · $3.28ONDL PRICE$0.38$0.40$0.44$0.49$0.54$0.60$0.66$0.72$0.78$0.90$1.06$1.22$0.52$0.59$0.67$0.75$0.82$0.89$0.97$1.04$1.17$1.36$1.55$1.74
PutsExpensive1.55×
CallsExpensive1.91×
SkewBullish-48.14 pp
Implied moveBearish±$1.56
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.26317.6%46.8%
25Δ18.43458.6%473.4%2.58285.3%39.6%
30Δ9.07353.1%188.9%2.89253.0%32.3%
35Δ6.65305.1%116.1%3.13232.1%27.4%
40Δ5.42273.6%80.1%3.32217.0%23.8%
45Δ4.74249.4%60.9%3.51201.9%20.1%
50Δ4.34234.7%50.6%3.71186.9%16.4%
55Δ3.95220.1%40.3%3.90171.8%12.7%
60Δ3.55205.5%30.1%4.12162.5%10.0%
65Δ3.15190.8%19.8%4.37159.6%8.3%
70Δ2.85188.9%14.2%4.61156.6%6.6%
75Δ2.60194.9%11.6%4.86153.6%4.9%
80Δ2.36200.9%9.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
317.6%
B/E move
46.8%

25Δ

Calls
Pseudo strike
18.43
IV
458.6%
B/E move
473.4%
Puts
Pseudo strike
2.58
IV
285.3%
B/E move
39.6%

30Δ

Calls
Pseudo strike
9.07
IV
353.1%
B/E move
188.9%
Puts
Pseudo strike
2.89
IV
253.0%
B/E move
32.3%

35Δ

Calls
Pseudo strike
6.65
IV
305.1%
B/E move
116.1%
Puts
Pseudo strike
3.13
IV
232.1%
B/E move
27.4%

40Δ

Calls
Pseudo strike
5.42
IV
273.6%
B/E move
80.1%
Puts
Pseudo strike
3.32
IV
217.0%
B/E move
23.8%

45Δ

Calls
Pseudo strike
4.74
IV
249.4%
B/E move
60.9%
Puts
Pseudo strike
3.51
IV
201.9%
B/E move
20.1%

50Δ

Calls
Pseudo strike
4.34
IV
234.7%
B/E move
50.6%
Puts
Pseudo strike
3.71
IV
186.9%
B/E move
16.4%

55Δ

Calls
Pseudo strike
3.95
IV
220.1%
B/E move
40.3%
Puts
Pseudo strike
3.90
IV
171.8%
B/E move
12.7%

60Δ

Calls
Pseudo strike
3.55
IV
205.5%
B/E move
30.1%
Puts
Pseudo strike
4.12
IV
162.5%
B/E move
10.0%

65Δ

Calls
Pseudo strike
3.15
IV
190.8%
B/E move
19.8%
Puts
Pseudo strike
4.37
IV
159.6%
B/E move
8.3%

70Δ

Calls
Pseudo strike
2.85
IV
188.9%
B/E move
14.2%
Puts
Pseudo strike
4.61
IV
156.6%
B/E move
6.6%

75Δ

Calls
Pseudo strike
2.60
IV
194.9%
B/E move
11.6%
Puts
Pseudo strike
4.86
IV
153.6%
B/E move
4.9%

80Δ

Calls
Pseudo strike
2.36
IV
200.9%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations